Yongcheol Shin
Yongcheol Shin
Professor of Economics, University of York
Verified email at york.ac.uk
TitleCited byYear
Testing the null hypothesis of stationarity against the alternative of a unit root
D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin
Journal of econometrics 54 (1-3), 159-178, 1992
123661992
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
123352003
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
113672001
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
5583*1995
An autoregressive distributed-lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Econometric Society Monographs 31, 371-413, 1998
51001998
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
41391998
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
14672003
Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework
Y Shin, B Yu, M Greenwood-Nimmo
Festschrift in honor of Peter Schmidt, 281-314, 2014
8582014
Structural analysis of vector error correction models with exogenous I (1) variables
MH Pesaran, Y Shin, RJ Smith
Journal of Econometrics 97 (2), 293-343, 2000
8332000
Testing for the'Existence of a Long-run Relationship'
MH Pesaran, Y Shin, RJ Smith
Cambridge Working Papers in Economics, 1996
7531996
A residual-based test of the null of cointegration against the alternative of no cointegration
Y Shin
Econometric theory 10 (1), 91-115, 1994
5861994
Cointegration and speed of convergence to equilibrium
MH Pesaran, Y Shin
Journal of econometrics 71 (1-2), 117-143, 1996
5311996
Long-run structural modelling
MH Pesaran, Y Shin
Econometric reviews 21 (1), 49-87, 2002
3532002
Global and national macroeconometric modelling: a long-run structural approach
A Garratt, K Lee, MH Pesaran
Oxford University Press, 2012
2752012
A long run structural macroeconometric model of the UK
A Garratt, K Lee, M Hashem Pesaran, Y Shin
The Economic Journal 113 (487), 412-455, 2003
2612003
Gravity models of intra‐EU trade: application of the CCEP‐HT estimation in heterogeneous panels with unobserved common time‐specific factors
L Serlenga, Y Shin
Journal of applied econometrics 22 (2), 361-381, 2007
227*2007
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory 22 (2), 279-303, 2006
2162006
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
VA Dang, M Kim, Y Shin
Journal of Empirical Finance 19 (4), 465-482, 2012
1882012
Long run structural modelling
MH Pesaran, Y Shin
University of Cambridge, 1994
1861994
Forecast uncertainties in macroeconomic modeling: An application to the UK economy
A Garratt, K Lee, MH Pesaran, Y Shin
Journal of the American Statistical Association 98 (464), 829-838, 2003
1682003
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Articles 1–20